+54.7%
XLE vs ICE
+47.5%
+7.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.2% | -0.5% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +11.8% | +7.6% | +4.2% | +10.3% |
| 3M | +9.8% | +13.9% | -4.1% | +7.1% |
| 6M | +15.6% | -2.4% | +17.9% | +16.3% |
| YTD | +45.3% | +0.3% | +45.0% | +44.3% |
| 1Y | +48.3% | -6.4% | +54.7% | +50.3% |
| All | +54.7% | +47.5% | +7.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling